DERIVATIVES and COMPLEX SECURITIES
BVA professionals have deep expertise evaluating, understanding, and modeling valuations for securities along a full capital spectrum from senior debt securities to junior and mezzanine debt investments, to preferred and common equity, to management incentive options and lender warrants.
BVA professionals also have extensive experience with the modeling tools and valuation methodologies used to determine the values of complex securities. Examples include layered option pricing techniques using closed-form solutions such as the Black-Scholes option pricing model, and sophisticated techniques relying on lattice models and Monte Carlo simulations.
BVA’s experience in analyzing complex securities will provide you with a defensible valuation that will stand up to scrutiny when reviewed by your auditor or the IRS.
BVA has performed stock valuations for IRC 409(A), in addition to valuations for financial reporting purposes.
BVA has performed valuations for Preventice for the purposes of complying with 409A tax reporting requirements.